Amine Lahiani : Citation Profile

Are you Amine Lahiani?

Université d'Orléans

16

H index

17

i10 index

1227

Citations

RESEARCH PRODUCTION:

21

Articles

24

Papers

1

Books

RESEARCH ACTIVITY:

   10 years (2006 - 2016). See details.
   Cites by year: 122
   Journals where Amine Lahiani has often published
   Relations with other researchers
   Recent citing documents: 290.    Total self citations: 10 (0.81 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pla575
   Updated: 2023-08-19    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Amine Lahiani.

Is cited by:

GUPTA, RANGAN (29)

Salisu, Afees (28)

Shahbaz, Muhammad (28)

Tiwari, Aviral (27)

Nguyen, Duc Khuong (23)

Gil-Alana, Luis (21)

Bouri, Elie (20)

Yoon, Seong-Min (19)

Shahzad, Syed Jawad Hussain (18)

Wohar, Mark (15)

Balcilar, Mehmet (15)

Cites to:

Hammoudeh, Shawkat (44)

Nguyen, Duc Khuong (38)

AROURI, Mohamed (25)

Engle, Robert (25)

Narayan, Paresh (18)

Bollerslev, Tim (18)

Hamilton, James (11)

Reinhart, Carmen (10)

lucey, brian (9)

Narayan, Seema (9)

Mignon, Valérie (9)

Main data

Where Amine Lahiani has published?

Journals with more than one article published# docs
Economic Modelling5
Economics Bulletin3
Energy Economics3

Working Papers Series with more than one paper published# docs
Working Papers / Department of Research, Ipag Business School4
Working Papers / HAL4
Post-Print / HAL3
EcoMod2010 / EcoMod2
LEO Working Papers / DR LEO / Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans2

Recent works citing Amine Lahiani (2022 and 2021)

YearTitle of citing document
2021Fuel subsidies and Carbon Emission: Evidence from asymmetric modelling. (2021). Oseni, Isiaq O ; Adekunle, Ibrahim A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/001.

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2021.

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2023??????? ????????? ??? ?? ??????-????????? ????????? (???) ?? ????????: ???? ??????????. // The impact of the increase in prices for fuels and lubricants on inflation: the experience of Kazakhstan.. (2023). Сейдахметов Ансар // Seidakhmetov Ansar, ; Чернявский Денис // Chernyavskiy Denis, . In: Working Papers. RePEc:aob:wpaper:44.

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2021Order flow in the financial markets from the perspective of the Fractional L\{e}vy stable motion. (2021). Gontis, Vygintas. In: Papers. RePEc:arx:papers:2105.02057.

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2022Cointegration and ARDL specification between the Dubai crude oil and the US natural gas market. (2022). Stavroyiannis, Stavros. In: Papers. RePEc:arx:papers:2206.03278.

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2023Discrete $q$-exponential limit order cancellation time distribution. (2023). Gontis, Vygintas. In: Papers. RePEc:arx:papers:2306.00093.

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2022Exchange Rate and Trade in Services Nexus in Nigeria: A Non-Linear ARDL Approach. (2022). Audu, Nathan ; Obiezue, Titus. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev8i1-5.

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2021Green bonds, sustainable development and environmental policy in the European Union carbon market. (2021). Leitão, João ; Santibanezgonzalez, Ernesto ; Ferreira, Joaquim ; Leitao, Joao . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:2077-2090.

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2023Recent developments of the autoregressive distributed lag modelling framework. (2023). Cho, Jin Seo ; Shin, Yongcheol ; Greenwoodnimmo, Matthew. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:7-32.

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2022Modeling the dynamics of oil and agricultural commodity price nexus in linear and nonlinear frameworks: A case of emerging economy. (2022). Ansari, Saghir Ahmad ; Sharma, Vishal ; Khan, Waseem. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:3:p:1733-1784.

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2021Testing the asymmetric effects of exchange rate pass?through in BRICS countries: Does the state of the economy matter?. (2021). Wohar, Mark ; USMAN, OJONUGWA ; Roubaud, David ; Balcilar, Mehmet. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:1:p:188-233.

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2021Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model. (2021). Chevallier, Julien ; Abderrazak, Dhaoui ; Feng, MA ; Julien, Chevallier . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:19:n:3.

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2021SUSTAINABILITY OF EXCHANGE RATES AND CRUDE OIL PRICES CONNECTION WITH COVID-19: AN INVESTIGATION FOR BRICS. (2021). Bhatia, Parul. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2021:v:5:p:19-29.

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2021Unemployment Persistence in Europe: Evidence from the 27 EU Countries. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Trejo, Pablo Vicente. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9392.

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2022Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9544.

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2022How Money Relates to Value? An Empirical Examination on Gold, Silver and Bitcoin. (2022). Gonalves, Joo Quental. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9662.

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2021Asymmetric Effect of Oil Price Change on Inflation: Evidence from Sub Saharan Africa Countries. (2021). Mohd, Niaz Ahmad ; Babuga, Umar Tijjani. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-53.

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2021Oil Price and Industrial Growth in Saudi Arabia: Sectoral and Asymmetry Analyses. (2021). Mahmood, Haider. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-2.

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2021Renewable Energy Transition: Evidence from Spillover Effects in Exchange-Traded Funds. (2021). Senjyu, Tomonobu ; Lisin, Anton. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-23.

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2021Trend of Oil Prices, Gold, GCC Stocks Market during Covid-19 Pandemic: A Wavelet Approach. (2021). Sisodia, Gyanendra Singh ; Tellez, Jesus Cuauhtemoc ; Daffodils, Jennifer ; Rafiuddin, Aqila. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-64.

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2021Oil Price, Gold Price, Exchange Rate and Stock Market in Iraq Pre-During COVID19 Outbreak: An ARDL Approach. (2021). Asaad, Zeravan Abdulmuhsen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-64.

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2022Iraqi Stock Exchange Reactions to the Oil price, Covid-19 Aftermath, and the Saudi Stock Exchange Movements pre-during Vaccination Program. (2022). Al-Delawi, Amjad Saber ; Asaad, Zeravan Abdulmuhsen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-3.

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2022Quantifying information transfer between Commodities and Implied Volatilities in the Energy Markets: A Multi-frequency Approach. (2022). Adam, Anokye M ; Junior, Peterson Owusu ; Asafo-Adjei, Emmanuel ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-53.

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2023Oil Price Changes and Stock Market Performance in UAE: Evidence of Cointegration Persists in Economic Diversification era. (2023). Mohammed, Zahra ; Majumdar, Sudipa ; Banerjee, Rachna. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-58.

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2021Residual electricity demand: An empirical investigation. (2021). Molnár, Peter ; Lyócsa, Štefan ; Molnar, Peter ; Lyocsa, Tefan ; Catherine, Linh Phuong. In: Applied Energy. RePEc:eee:appene:v:283:y:2021:i:c:s0306261920316846.

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2022The determinants of CO2 prices in the EU emission trading system. (2022). Perez-Laborda, Alejandro ; Sikora, Iryna ; Lovcha, Yuliya. In: Applied Energy. RePEc:eee:appene:v:305:y:2022:i:c:s0306261921012162.

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2021The asymmetric effects of oil price changes on China’s exports: New evidence from a nonlinear autoregressive distributed lag model. (2021). Wang, Yudong ; Meng, Lingjie ; Liu, Donghui. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001275.

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2021Solar energy penetration and volatility transmission to electricity markets—An Australian perspective. (2021). Hasan, Mohammad Z ; Abban, Abdul Rashid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:434-449.

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2021The asymmetric effects of COVID19 on wholesale fuel prices in Australia. (2021). Moradi-Motlagh, Amir ; Nguyen, Jeremy ; Ghazanfari, Arezoo ; Valadkhani, Abbas. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:255-266.

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2021Oil and precious metals: Volatility transmission, hedging, and safe haven analysis from the Asian crisis to the COVID-19 crisis. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Nekhili, Ramzi ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:73-96.

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2021Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001772.

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2022Economic Modelling at thirty-five: A retrospective bibliometric survey. (2022). Lim, Weng Marc ; Burton, Bruce ; Kumar, Satish ; Pattnaik, Debidutta. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003011.

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2022What are the effects of economic globalization on CO2 emissions in MENA countries?. (2022). Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002619.

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2022Do export quality and destination income matter for exchange rate pass-through? Evidence from China. (2022). Wang, Xiuling ; Zhang, YU ; Zou, Zongsen. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322002991.

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2023Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty. (2023). Adediran, Idris ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000913.

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2021Assessing India’s productivity trends and endogenous growth: New evidence from technology, human capital and foreign direct investment. (2021). Ghosh, Taniya ; Parab, Prashant Mehul. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:182-195.

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2021Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration. (2021). Zhou, LI ; Huang, Yilong ; Xiao, Binuo ; Tan, Zhengxun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000115.

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2021How does the money market development impact the bank lending channel of emerging Countries? A case from China. (2021). Tang, Yangfei ; Zhan, Shurui ; Yao, Yaojun ; Li, Shuai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000206.

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2021Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic. (2021). Lin, Boqiang ; Okorie, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000322.

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2021Risk spillovers and hedge strategies between global crude oil markets and stock markets: Do regime switching processes combining long memory and asymmetry matter?. (2021). Lin, Ling ; Ou, Yangchen ; Jiang, Yong ; Zhou, Zhongbao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000334.

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2021Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak. (2021). Al-Fayoumi, Nedal ; Abuzayed, Bana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000978.

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2021How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons. (2021). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001200.

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2022Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles. (2022). Ma, Chao-Qun ; Narayan, Seema ; Ren, Yi-Shuai ; Jiang, Yong ; Yang, Xiao-Guang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000638.

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2022Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging. (2022). Hammoudeh, Shawkat ; Tiwari, Aviral Kumar ; Trabelsi, Nader. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000675.

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2022Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA. (2022). Bellos, Sotirios K ; Gkasis, Pavlos ; Golitsis, Petros. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001255.

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2022Time-frequency transmission mechanism of EPU, investor sentiment and financial assets: A multiscale TVP-VAR connectedness analysis. (2022). Mao, Weifang ; Zhang, Zhongqingyang ; Zhu, Huiming ; Qiao, Xingzhi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001784.

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2023Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic. (2023). Yoon, Seong-Min ; Choi, Ki-Hong ; Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000487.

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2021Inflation and Bitcoin: A descriptive time-series analysis. (2021). Whitby, Ryan J ; Griffith, Todd G ; Blau, Benjamin M. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521001257.

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2022Risk spillover of banking across regions: Evidence from the belt and road countries. (2022). Zhou, Mingming ; Lei, Yiqing ; Li, Jiayi ; Zhao, Hong. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s156601412200036x.

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2021Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices. (2021). Yoon, Seong-Min ; Uddin, Gazi Salah ; Kang, Sang Hoon ; Mensi, Walid ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; Hanif, Waqas. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003066.

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2021Impacts of oil shocks on the EU carbon emissions allowances under different market conditions. (2021). Wen, Fenghua ; Liu, Wenhua ; Zhou, Min ; Yin, Hua ; Zheng, Yan. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005387.

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2021Financial stress, economic policy uncertainty, and oil price uncertainty. (2021). Apostolakis, George ; Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005405.

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2022Price transmission between oil and gasoline and diesel: A new measure for evaluating time asymmetries. (2022). Rossello, Jaume ; Sanso, Andreu ; Bakhat, Mohcine. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321006083.

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2022Carbon prices forecasting in quantiles. (2022). Yan, Cheng ; Shi, Yukun ; Tao, Lizhu ; Duan, Kun ; Ren, Xiaohang. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000457.

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2022Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative. (2022). Zhu, Haoyang ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000652.

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2022Can the return connectedness indices from grey energy to natural gas help to forecast the natural gas returns?. (2022). Li, Xiafei ; Guo, Qiang ; Luo, Keyu. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001244.

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2022Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle. (2022). Zhang, Xinhua ; Zhu, Haoyang ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001359.

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2022Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China. (2022). Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002730.

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2022The effectiveness of carbon pricing: The role of diversification in a firm’s investment decision. (2022). , Jacco ; Kort, Peter M ; Compernolle, Tine. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002742.

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2022Carbon credit futures as an emerging asset: Hedging, diversification and downside risks. (2022). Bayraci, Selcuk ; Gencer, Hatice Gaye ; Demiralay, Sercan. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003462.

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2022Multidimensional risk spillovers among carbon, energy and nonferrous metals markets: Evidence from the quantile VAR network. (2022). Zhang, Zeyi ; Wu, Shan ; Zhou, Yuqin. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004480.

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2022Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model. (2022). Yoon, Seong-Min ; Alshater, Muneer M ; Tian, Maoxi. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004704.

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2023Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

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2023Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method. (2023). Peculea, Adelina Dumitrescu ; Huang, Chia-Yun ; Li, Yameng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000403.

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2023Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890.

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2023Information spillovers between carbon emissions trading prices and shipping markets: A time-frequency analysis. (2023). Fan, Lidong ; Kuang, Haibo ; Haralambides, Hercules ; Chen, Shuiyang ; Meng, Bin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001020.

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2023Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis. (2023). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001573.

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2021Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China. (2021). Huo, Rui ; Ahmed, Abdullahi D. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320300803.

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2021The role of oil as a determinant of stock market interdependence: The case of the USA and GCC. (2021). Herbst, Patrick ; Ziadat, Salem Adel ; McMillan, David G. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000074.

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2021The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach. (2021). Mishra, Tapas ; Yan, Cheng ; Shi, Yukun ; Ren, Xiaohang ; Duan, Kun. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000360.

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2021Asymmetric effects of oil shocks on carbon allowance price: Evidence from China. (2021). Wen, Fenghua ; Zhou, Min ; Zheng, Yan. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000888.

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2021Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; al Rababa, Abdel Razzaq ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001675.

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2021Does online investor attention drive the co-movement of stock-, commodity-, and energy markets? Insights from Google searches. (2021). Prange, Philipp. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001870.

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2021Are petrol retailers less responsive to changes in wholesale or crude oil prices when they face lower competition? The case of Greater Sydney. (2021). Valadkhani, Abbas ; Anwar, Sajid ; Nguyen, Jeremy ; Ghazanfari, Arezoo . In: Energy Policy. RePEc:eee:enepol:v:153:y:2021:i:c:s0301421521001476.

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2021Research on imbalance between supply and demand in Chinas natural gas market under the double-track price system. (2021). Wang, Yabo ; Zhang, Xuejun ; Lu, Quanying ; Chai, Jian. In: Energy Policy. RePEc:eee:enepol:v:155:y:2021:i:c:s0301421521002500.

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2021Multiscale interplay of higher-order moments between the carbon and energy markets during Phase III of the EU ETS. (2021). Dhesi, Gurjeet ; Wang, Qunwei ; Xiao, Ling ; Dai, Xingyu. In: Energy Policy. RePEc:eee:enepol:v:156:y:2021:i:c:s0301421521002986.

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2021Asymmetry and hysteresis in the Russian gasoline market: The rationale for green energy exports. (2021). Fantazzini, Dean ; Kolesnikova, Anna. In: Energy Policy. RePEc:eee:enepol:v:157:y:2021:i:c:s0301421521003360.

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2022Connectedness mechanisms in the “Carbon-Commodity-Finance” system: Investment and management policy implications for emerging economies. (2022). , Christina ; Lai, Kee-Hung ; Tian, Tingting. In: Energy Policy. RePEc:eee:enepol:v:169:y:2022:i:c:s0301421522004153.

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2021Dynamic dependence of oil, clean energy and the role of technology companies: New evidence from copulas with regime switching. (2021). Tiwari, Aviral ; Selmi, Refk ; Hammoudeh, Shawkat ; Nasreen, Samia. In: Energy. RePEc:eee:energy:v:220:y:2021:i:c:s0360544220326979.

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2021Analysing the spillovers between crude oil prices, stock prices and metal prices: The importance of frequency domain in USA. (2021). Tiwari, Aviral ; Solarin, Sakiru Adebola ; Mishra, Bibhuti Ranjan. In: Energy. RePEc:eee:energy:v:220:y:2021:i:c:s0360544220328395.

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2021The fuel price pass-through in Turkey: The case study of motor fuel price subsidy system. (2021). Ozbugday, Fatih Cemil ; Özgür, Önder ; Karagol, Erdal Tanas ; AydIn, Levent ; Ozgur, Onder. In: Energy. RePEc:eee:energy:v:226:y:2021:i:c:s0360544221006484.

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2022Forecasting the volatility of crude oil futures: The role of oil investor attention and its regime switching characteristics under a high-frequency framework. (2022). Suleman, Muhammad Tahir ; Niu, Zibo ; Liu, Yuanyuan ; Zhang, Hongwei ; Yin, Libo. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pa:s0360544221020272.

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2022Characterizing the dynamic evolutionary behavior of multivariate price movement fluctuation in the carbon-fuel energy markets system from complex network perspective. (2022). Chen, Quanyu ; Xiong, Shi. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221021447.

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2022The economic value of high-frequency data in equity-oil hedge. (2022). Kuang, Wei. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221021526.

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2022Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression. (2022). Wang, Yudong ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:241:y:2022:i:c:s0360544221027663.

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2022Long-memory and volatility spillovers across petroleum futures. (2022). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Energy. RePEc:eee:energy:v:243:y:2022:i:c:s0360544221031996.

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2022The time-frequency evolution of multidimensional relations between global oil prices and Chinas general price level. (2022). Liu, Xueyong ; Huang, Xuan. In: Energy. RePEc:eee:energy:v:244:y:2022:i:pa:s0360544221028280.

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2022The influence of the Shanghai crude oil futures on the global and domestic oil markets. (2022). Yick, Ho Yin ; Ho Yin Yick, ; Qiu, Shushu ; Wang, Jianli. In: Energy. RePEc:eee:energy:v:245:y:2022:i:c:s0360544222001748.

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2022A systemic analysis of dynamic frequency spillovers among carbon emissions trading (CET), fossil energy and sectoral stock markets: Evidence from China. (2022). Wu, Ruirui ; Qin, Zhongfeng ; Liu, Bing-Yue. In: Energy. RePEc:eee:energy:v:254:y:2022:i:pa:s0360544222010799.

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2022Asymmetric effects of decomposed oil-price shocks on the EU carbon market dynamics. (2022). Qi, Yinshu ; Ren, Xiaohang ; Duan, Kun ; Li, Yiying. In: Energy. RePEc:eee:energy:v:254:y:2022:i:pb:s0360544222010751.

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2023Insights of energy and its trade networking impacts on sustainable economic development. (2023). Maqbool, Rashid ; Tang, Yong ; Ashfaq, Saleha. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222032054.

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2023The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395.

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2021Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China. (2021). Wong, Wing-Keung ; van Hoang, Thi Hong ; Lu, Richard ; Ly, Sel ; Pho, Kim Hung. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s105752192100017x.

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2021Dynamic spillovers across oil, gold and stock markets in the presence of major public health emergencies. (2021). Chen, Jinyu ; Zhu, Xuehong ; Liao, Jianhui. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001563.

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2022What drive carbon price dynamics in China?. (2022). Yin, Hua ; Zhao, Lili ; Wen, Fenghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003148.

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2022Conditional sovereign CDS in market basket risk scenario: A dynamic vine-copula analysis. (2022). Wu, Fei ; Li, Matthew C ; Dai, Xingyu ; Xiao, Ling ; Liu, Mengmeng ; Wang, Qunwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000059.

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2022Time-frequency spillovers among carbon, fossil energy and clean energy markets: The effects of attention to climate change. (2022). Zhang, Hongwei ; Huang, Jianbai ; Ding, Qian. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001831.

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2022Dynamic connectedness and optimal hedging strategy among commodities and financial indices. (2022). Prigent, Jean-Luc ; Bellalah, Makram ; ben Slimane, Ikrame ; ben Amar, Amine ; Hachicha, Nejib. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002460.

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2022How does news sentiment affect the states of Japanese stock return volatility?. (2022). Shi, Yanlin ; Fu, Tong ; Feng, Lingbing. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002241.

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2023Are commodity futures a hedge against inflation? A Markov-switching approach. (2023). Zhou, Zhiping ; Zhang, Xuan ; Liu, Chunbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300008x.

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2021Bitcoin and liquidity risk diversification. (2021). Zantour, Ahlem ; Guesmi, Khaled ; Ghabri, Yosra. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s154461232030012x.

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More than 100 citations found, this list is not complete...

Works by Amine Lahiani:

YearTitleTypeCited
2008Testing for threshold effect in ARFIMA models: Application to US unemployment rate data In: Swiss Finance Institute Research Paper Series.
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2009Testing for threshold effect in ARFIMA models: Application to US unemployment rate data.(2009) In: International Journal of Forecasting.
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2010Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models In: Working Papers.
[Full Text][Citation analysis]		paper115
2012Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2012) In: Energy Economics.
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2012Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2012) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 115		paper
2010Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2010) In: Working Papers.
[Full Text][Citation analysis]
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2010Forecasting the Conditional Volatility of Oil Spot andFutures Prices with Structural Breaksand Long Memory Models.(2010) In: LEO Working Papers / DR LEO.
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2006Estimation dun modèle TIMA avec asymétrie contemporaine par inférence indirecte In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper0
2006Estimation dun modèle TIMA avec asymétrie contemporaine par inférence indirecte.(2006) In: Swiss Journal of Economics and Statistics (SJES).
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This paper has another version. Agregated cites: 0		article
2011Empirical Investigation of Systemic Risk in the New EU States In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2012More on the impact of US macroeconomic announcements: Evidence from French and German stock markets volatility In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2012Oil-stock volatility transmission, portfolio selection and hedging In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2011Monetary policy rules for a developing country: Evidence from Pakistan In: Journal of Asian Economics.
[Full Text][Citation analysis]		article7
2011Return and volatility transmission between world oil prices and stock markets of the GCC countries In: Economic Modelling.
[Full Text][Citation analysis]		article209
2011Return and volatility transmission between world oil prices and stock markets of the GCC countries.(2011) In: EcoMod2011.
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This paper has another version. Agregated cites: 209		paper
2013Does the South African Reserve Bank follow a nonlinear interest rate reaction function? In: Economic Modelling.
[Full Text][Citation analysis]		article7
2014Monetary policy credibility and exchange rate pass-through: Some evidence from emerging countries In: Economic Modelling.
[Full Text][Citation analysis]		article26
2015World gold prices and stock returns in China: Insights for hedging and diversification strategies In: Economic Modelling.
[Full Text][Citation analysis]		article157
2013World gold prices and stock returns in China: insights for hedging and diversification strategies.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 157		paper
2014World gold prices and stock returns in China: insights for hedging and diversification strategies.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 157		paper
2016Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach In: Economic Modelling.
[Full Text][Citation analysis]		article109
2013On the short- and long-run efficiency of energy and precious metal markets In: Energy Economics.
[Full Text][Citation analysis]		article28
2013On the short- and long-run efficiency of energy and precious metal markets.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 28		paper
2015An empirical analysis of energy cost pass-through to CO2 emission prices In: Energy Economics.
[Full Text][Citation analysis]		article46
2014Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices In: Energy Policy.
[Full Text][Citation analysis]		article131
2014Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices.(2014) In: Post-Print.
[Full Text][Citation analysis]
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2015A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article35
2012Long memory and structural breaks in modeling the return and volatility dynamics of precious metals In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article113
2013Long memory and structural breaks in modeling the return and volatility dynamics of precious metals.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 113		paper
2016Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article23
2014Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting.(2014) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 23		paper
2014A threshold vector autoregression model of exchange rate pass-through in Mexico In: Research in International Business and Finance.
[Full Text][Citation analysis]		article27
2014A Threshold Vector Autoregression Model of Exchange Rate Pass-Through in Mexico.(2014) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2010Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models In: EcoMod2010.
[Full Text][Citation analysis]		paper3
2010A Macro-econometric Model for the Economy of Lesotho In: EcoMod2010.
[Full Text][Citation analysis]		paper0
2011Monetary Policy after the Crisis In: SUERF Studies.
[Full Text][Citation analysis]		book3
2014Understanding return and volatility spillovers among major agricultural commodities In: Working Papers.
[Full Text][Citation analysis]		paper28
2014Volatility spillovers and macroeconomic announcements: evidence from crude oil markets In: Working Papers.
[Full Text][Citation analysis]		paper22
2014Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices In: Working Papers.
[Full Text][Citation analysis]		paper34
2014Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices.(2014) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
2010Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States In: LEO Working Papers / DR LEO.
[Full Text][Citation analysis]		paper1
2010Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States.(2010) In: William Davidson Institute Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2014Energy prices and CO2 emission allowance prices: A quantile regression approach In: NIPE Working Papers.
[Full Text][Citation analysis]		paper86
2008Modèls Garch à la mémoire longue: application aux taux de change tunisiens In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2011Estimation and evaluation of core inflation measures In: Applied Economics.
[Full Text][Citation analysis]		article3
2015TRANMISSION OF INTERNATIONAL SHOCKS TO AN EMERGING SMALL OPEN-ECONOMY: EVIDENCE FROM TUNISIA In: Region et Developpement.
[Full Text][Citation analysis]		article2

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